hu.nualart.ea:20:implicit¶
BibTeX Entry:
@article{hu.nualart.ea:20:implicit,
author = {Hu, Yaozhong and Nualart, David and Song, Xiaoming},
doi = {10.1016/j.spa.2019.09.014},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H10 (60H05 60H07 60H35)},
mrnumber = {4092406},
mrreviewer = {Vivek S. Borkar},
number = {6},
pages = {3295--3324},
title = {An implicit numerical scheme for a class of backward doubly stochastic differential equations},
url = {https://doi.org/10.1016/j.spa.2019.09.014},
volume = {130},
year = {2020}
}